HedgeFund Intelligence Indices

Live

Global

Index Feb 2016 Mar 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.27% 0.97% 100% -0.67%
Emerging Market Debt 0.24% 2.71% 100% 2.38%
Emerging Market Equity -0.96% 4.11% 100% -1.90%
Equity -0.99% 1.71% 100% -2.82%
Event Driven 0.23% 1.70% 100% -0.74%
Macro -0.10% -0.32% 100% -0.55%
Managed Futures 2.56% -2.32% 100% 2.77%
Single Manager African Index -1.07% 1.56% 100% -1.14%

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Absolute Return

Index Feb 2016 Mar 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Commodities 0.86% -0.58% 100% 0.77%
Composite 0.10% 1.02% 100% -0.20%
Convertible & Equity Arbitrage 0.56% 0.50% 100% -0.28%
Credit -0.90% 1.40% 100% -0.91%
Distressed -0.81% 0.81% 100% -2.75%
Event Driven 0.17% 1.46% 100% -1.04%
Fixed Income -0.04% 1.26% 100% -0.12%
Global Equity -1.26% 1.40% 100% -3.43%
Latin American Debt -0.57% 1.21% 100% -1.28%
Latin American Equity 1.90% 3.84% 100% 4.00%
Macro -0.07% -0.17% 100% -0.05%
Managed Futures 2.52% -2.19% 100% 2.64%
Mixed Arbitrage 0.44% 1.29% 100% 1.76%
Mortgage Backed Securities -1.44% 0.47% 100% -1.60%
Multi-Strategy 0.45% 0.61% 100% 0.68%
Technology -1.01% 2.34% 100% -3.81%
U.S. Equity -0.60% 3.20% 100% -1.60%

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AsiaHedge

Index Feb 2016 Mar 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Asia ex Japan -1.03% 2.92% 100% -2.07%
Asia inc Japan -1.18% 2.33% 100% -2.64%
Australian Long/Short Equity -2.27% 1.28% 100% -1.85%
Chinese Long/Short Equity -1.11% 6.89% 100% -4.34%
Composite -1.23% 1.95% 100% -1.89%
Indian Long/Short Equity -8.55% 9.34% 100% -6.22%
Japan Long/Short Equity -2.68% 1.83% 100% -3.30%
Japan Long/Short Equity -2.61% 3.17% 100% -1.60%

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EuroHedge

Index Feb 2016 Mar 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Composite -0.18% 0.53% 100% -0.56%
Convertible & Equity Arbitrage EUR -1.08% 1.03% 100% -3.24%
Convertible & Equity Arbitrage USD -0.59% 0.92% 100% -0.44%
Credit EUR -1.08% 1.23% 100% -0.50%
Credit USD -1.40% 1.52% 100% -1.10%
Currency 1.28% -1.29% 100% 0.88%
Emerging Market Debt USD 0.17% 2.81% 100% 1.60%
Emerging Market Equity USD -0.39% 3.37% 100% -0.40%
Equity Market Neutral & Quantitative Strategies EUR -1.34% -0.27% 100% -1.66%
Equity Market Neutral & Quantitative Strategies USD 0.10% -0.10% 100% 0.29%
European Equity EUR -0.80% 0.79% 100% -3.40%
European Equity GBP -1.81% 0.67% 100% -3.33%
European Equity Nordic 1.15% 1.34% 100% 0.19%
European Equity USD -1.74% 0.57% 100% -3.93%
Event Driven EUR 0.21% 2.40% 100% -1.05%
Event Driven USD 1.02% 1.92% 100% 1.36%
Fixed Income EUR -0.38% 1.31% 100% 0.94%
Fixed Income USD 0.19% 0.51% 100% 1.33%
Global Equity EUR -1.23% -0.10% 100% -3.67%
Global Equity USD -1.89% 0.80% 100% -3.86%
Macro EUR -1.67% -1.34% 100% -3.30%
Macro USD -0.19% -0.62% 100% -1.61%
Managed Futures EUR 3.40% -3.94% 100% 2.26%
Managed Futures USD 2.92% -3.22% 100% 3.57%
Mixed Arbitrage & Multi-Strategy USD -0.26% 0.42% 100% -1.61%

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InvestHedge

Index Feb 2016 Mar 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Arbitrage USD -0.79% 0.12% 100% -1.97%
Asian Pacific Fund of Funds -2.38% 2.54% 100% -4.16%
Commodities -0.25% 0.86% 100% -0.16%
Composite -1.30% 0.14% 100% -3.15%
Distressed -0.73% 0.99% 100% -2.21%
Emerging Managers -2.27% 0.67% 100% -5.15%
Emerging Markets Hedge USD -1.30% 2.21% 100% -1.08%
European Equity EUR -2.27% -0.77% 100% -6.35%
European Multi Strategy EUR -0.60% 0.11% 100% -1.95%
Fixed Income USD -1.16% 0.10% 100% -2.15%
Global Equity USD -1.59% 1.00% 100% -4.69%
Global Macro Currency USD -0.09% -1.37% 100% -0.46%
Global Multi Strategy EUR -1.66% -0.13% 100% -3.36%
Global Multi Strategy USD -1.29% 0.14% 100% -3.15%
Leveraged Global Multi-Strategy USD -1.24% -0.38% 100% -3.84%
Managed Futures 2.94% -2.20% 100% 4.33%
Self-Invested Fund of Funds USD -0.98% 0.79% 100% -2.29%
US Equity -2.06% 0.94% 100% -6.58%

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Absolute UCITS

Index Feb 2016 Mar 2016 YTD Last 5 years performance
Return Return Funds reporting Return
Credit -0.42% 1.00% 100% -0.17%
Equity Market Neutral & Quantitative Strategies -0.77% 0.12% 100% -1.02%
European Equity -0.82% 0.06% 100% -2.31%
Event Driven 0.39% 1.10% 100% 0.67%
Fund of Funds -1.53% 0.36% 100% -3.35%
Global Equity -1.61% 1.64% 100% -3.48%
Macro -0.54% 0.27% 100% -1.31%
Managed Futures 1.46% -2.18% 100% 1.39%
Mixed Arbitrage & Multi-Strategy -0.24% 0.19% 100% -0.86%
Single Manager Composite -0.39% 0.47% 100% -1.30%

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